Flash Executable for thumb drive

I have a client that wants to package a video I am creating with some interactivity at the end (being able to click on the web address and have the host computer use it's browser and internet connection to connect to that site.

I've done it before with Director. But never with FLASH. They have had bad experience with compatibility issues on a CD they had made a few years ago. So they are looking for a different way to distribute.

Is it possible to create an executable FLASH program that will open when the thumbdrive (or CD)is mounted?

All that's needed is to play an high quality video (either .h264 or MPEG-4), then go to a static page that can link to their website.

I have an old version of FLASH 8. But I think the creative agency I'm working with has one of the later versions.

Is it possible to do in FLASH 8?
If not, what version of FLASH is necessary?